I am not familiar with the details myself, but I understand that the top schools would include MIT, Harvard, and maybe 4 or 5 more. Physics is apparently the top program for this, though math and others might qualify.

Also, I read that the demand for physicists etc. has gone down, now that Wall Street has realized what math is actually needed to be a quant. The math is pretty simple, and can be learned specifically for the purpose rather than in a PhD program.